+83.4%
EMR vs BIL
+19.4%
+63.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -2.3% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +3.8% | +0.3% | +3.5% | +4.7% |
| 6M | +10.5% | +1.2% | +9.3% | +14.4% |
| YTD | +23.7% | +2.5% | +21.3% | +30.2% |
| 1Y | +25.4% | +3.0% | +22.4% | +33.1% |
| 3Y | +86.6% | +13.2% | +73.4% | +66.5% |
| All | +83.4% | +19.4% | +63.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling